Anic Equity¶

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Total return since start: 0.611 %¶

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Equity now: -----------------------------> 49201.25 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 43271.06 Kr¶

PnL: ---------------------------------------> -1604.52 Kr¶

DD now: ---------------------------------> -7.378 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-06-22 14:47:29.063362'

Anic Portfolio¶

Today¶

Return: -0.036 %¶

This Week¶

Return: -3.054 %¶

Total portfolio value¶

Return including deposits: 61.072 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
BHG Group 109 -2.390000 1510.740000 87.740000 6.170000 1423.000014
Hennes & Mauritz B 6 0.480000 921.360000 9.360000 1.030000 912.000000
Nederman Holding 1 0.970000 208.000000 9.000000 4.520000 199.000000
JM 7 2.860000 957.600000 7.600000 0.800000 950.000002
ASSA ABLOY B 4 -0.490000 984.000000 -9.000000 -0.910000 993.000000
Atrium Ljungberg B 5 -0.940000 895.000000 -9.000000 -1.000000 904.000000
Profoto Holding 7 -0.730000 572.600000 -9.400000 -1.620000 581.999999
Eastnine 6 -1.280000 646.800000 -10.200000 -1.550000 657.000000
OX2 12 0.130000 892.200000 -16.800000 -1.850000 909.000000
Biotage 1 -0.680000 132.100000 -16.900000 -11.340000 149.000000
BioGaia B 8 -1.690000 885.600000 -18.400000 -2.040000 904.000000
INVISIO 15 -0.630000 3547.500000 -24.500000 -0.690000 3571.999995
Alimak Group 12 -0.120000 981.600000 -25.400000 -2.520000 1007.000004
Creaspac SPAC 40 -0.210000 3808.000000 -26.000000 -0.680000 3834.000000
Bufab 3 -1.080000 1047.000000 -29.000000 -2.700000 1076.000001
Investor B 3 -0.240000 627.300000 -30.700000 -4.670000 657.999999
Sandvik 4 -0.780000 815.600000 -32.400000 -3.820000 848.000000
Vitrolife 3 -2.280000 643.200000 -33.800000 -4.990000 677.000001
AcadeMedia 20 -2.280000 944.000000 -34.000000 -3.480000 978.000000
Latour B 4 -0.960000 821.600000 -34.400000 -4.020000 856.000000
Vitec Software Group B 2 -0.930000 1066.000000 -38.000000 -3.440000 1104.000000
Hexatronic Group 15 -1.040000 1030.500000 -40.500000 -3.780000 1071.000000
Hoist Finance 36 -1.100000 970.200000 -40.800000 -4.040000 1010.999988
EQT 4 0.530000 832.000000 -41.000000 -4.700000 873.000000
Gränges 10 -2.160000 997.000000 -42.000000 -4.040000 1039.000000
Byggmax Group 33 -1.130000 924.000000 -43.000000 -4.450000 966.999990
SKF B 5 -0.820000 936.750000 -43.250000 -4.410000 980.000000
Platzer Fastigheter Holding B 12 -0.260000 907.200000 -43.800000 -4.610000 951.000000
Sagax B 4 -1.820000 840.000000 -45.000000 -5.080000 885.000000
Sagax A 4 -0.940000 840.000000 -46.000000 -5.190000 886.000000
Addnode Group B 7 -1.600000 858.900000 -46.100000 -5.090000 904.999998
Catena 2 -1.000000 755.200000 -50.800000 -6.300000 806.000000
HEXPOL B 8 0.360000 890.400000 -66.600000 -6.960000 957.000000
Orrön Energy 170 -1.250000 1950.750000 -95.250000 -4.660000 2045.999980
Hexagon B 26 -1.440000 3290.300000 -129.700000 -3.790000 3420.000012
VEF 788 -0.980000 1750.940000 -152.060000 -7.990000 1903.000300
Sedana Medical 93 1.090000 2589.120000 -394.460000 -13.220000 2983.577733
TOTAL 43271.060000 -1604.520000 -7.37778% 44875.578016

Updated:¶

'2023-06-22 14:47:45.309294'
None

Last optimization/rebalancing:¶

'2023-06-15'

Next optimization/rebalancing:¶

'2023-07-26'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶